AlphaGrep Securities seeks a Quantitative Trading Intern, who will be part of a trading group which executes algorithmic strategies based on market behavior.

We cover the global markets by leveraging and integrating technology, risk management and quantitative research. Being a proprietary trading business, we trade our own accounts and have no investors, clients or customers.
• Designing, implementing, and deploying high-frequency trading algorithms
• Exploring trading ideas by analyzing market data and market microstructure for patterns
• Creating tools to analyze data for patterns
• Contributing to libraries of analytical computations to support market data analysis and trading
• Developing, augmenting, and calibrating exchange simulators

QUALIFICATIONS: AlphaGrep encourages bachelor's students in computer science or mathematics to apply.

Additional requirements include:
• Familiarity with machine learning (a plus)
• Experience with data analysis, market research and data modeling (a plus)
• Brilliant problem-solving abilities
• Software development experience as demonstrated through course work, research projects, or open source activities, preferably in C++, Python or R/Matlab
• A passion for new technologies and ideas
• The ability to manage multiple tasks in a fast-paced environment
• Strong communication skills
• A working knowledge of Linux/Unix